+399.8%
CRWD vs MCD
-1.1%
+400.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -2.3% | -2.0% | -0.3% | -2.9% |
| 30D | -2.1% | -6.1% | +4.1% | -3.3% |
| 3M | +27.5% | -7.3% | +34.8% | +25.7% |
| 6M | +95.8% | -20.9% | +116.8% | +88.7% |
| YTD | +79.2% | -14.7% | +93.9% | +74.0% |
| 1Y | +96.3% | -16.1% | +112.4% | +90.7% |
| 3Y | +399.8% | -1.5% | +401.3% | +400.1% |
| All | +399.8% | -1.1% | +400.9% | +400.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MCD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling